Reporting Period | Quarterly Simulated Performance | Quarterly Hit Rate | Annual Simulated Performance | Annual Hit Rate | Annual Simulated Performance Decile | Annual Simulated Performance Hedge Funds Decile | Annual Simulated Performance Quant Decile | Annual Simulated Performance Fundamental Decile |
---|---|---|---|---|---|---|---|---|
Dec. 31, 2021 | -3.27 % | 0.29 | -0.60 % | 0.27 | 10 | |||
March 31, 2022 | -17.40 % | 0.13 | 9.53 % | 0.33 | 10 | |||
June 30, 2022 | 4.00 % | 0.25 | 18.10 % | 0.68 | 6 | |||
Sept. 30, 2022 | 19.70 % | 0.83 | 8.60 % | 0.75 | 2 | |||
Dec. 31, 2022 | 6.88 % | 0.56 | 13.90 % | 0.59 | 3 | |||
March 31, 2023 | 6.51 % | 0.66 | 8.89 % | 0.67 | 2 | |||
June 30, 2023 | -11.51 % | 0.37 | 2.63 % | 0.56 | 2 | |||
Sept. 30, 2023 | 12.94 % | 0.84 | 58.02 % | 0.80 | 10 | |||
Dec. 31, 2023 | 5.76 % | 0.72 | 19.77 % | 0.61 | 5 | |||
March 31, 2024 | 5.46 % | 0.46 | - | - | ||||
June 30, 2024 | 5.84 % | 0.71 | - | - | ||||
Sept. 30, 2024 | -6.97 % | 0.39 | - | - |